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Cited by 15,699

The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

Malkiel, Burton G., Fama, Eugene F.·1970·The Journal of Finance
DOI 10.1111/j.1540-6261.1970.tb00518.x
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Cites

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Citations

Cites

Show all 3 references

Research works printed but not linked: 39

  1. Sidney S. Alexander, 1961, Price Movements in Speculative Markets: Trends or Random Walks, Industrial Management Review, 2, 7
  2. Louis Bachelier, 1900, Théorie de la Speculation, 17
  3. 10.2307/2490232 · DOI
  4. WilliamBeaver. “The Information Content of Annual Earnings Announcements.”Empirical Research in Accounting: Selected Studies 1968 supplement to Vol. 7 of the Journal of Accounting Research 67–92. · DOI · Paper page
  5. MarshallBlume. “The Assessment of Portfolio Performance.”Unpublished Ph.D. thesis University of Chicago 1968. A paper summarizing much of this work will appear in the April 1970 Journal of Business.
  6. Paul Cootner, 1964, The Random Character of Stock Market Prices
  7. Paul Cootner, 1962, Stock Prices: Random vs. Systematic Changes, Industrial Management Review, 3, 24
  8. 10.1086/294743 · DOI
  9. EugeneF. Fama. “Multi‐period Consumption-Investment Decision”American Economic Review (March 1970).
  10. Eugene F. Fama, 1966, Filter Rules and Stock Market Trading Profits., Journal of Business, 39, 226, 10.1086/294849 · DOI · Paper page
  11. Lawrence Fisher, 1969, The Adjustment of Stock Prices to New Information., International Economic Review, 1
  12. Lawrence Fisher, 1968, Some Properties of Symmetric Stable Distributions., Journal of the American Statistical Association, 63, 817, 10.1080/01621459.1968.11009311 · DOI · Paper page
  13. 10.1111/j.1467-6435.1964.tb02458.x · DOI
  14. 10.1111/j.1467-6435.1963.tb00270.x · DOI · Paper page
  15. John R. Hicks, 1946, Value and Capital
  16. Michael Jensen, 1968, The Performance of Mutual Funds in the Period 1945–64, Journal of Finance, 23, 389, 10.1111/j.1540-6261.1968.tb00815.x · DOI · Paper page
  17. 10.1086/295182 · DOI · Paper page
  18. Maurice G. Kendall, 1953, The Analysis of Economic Time‐Series, Part I: Prices,, Journal of the Royal Statistical Society, 96, 11, 10.2307/2980947 · DOI
  19. Ruben A. Kessel, 1965, National Bureau of Economic Research Occasional Paper No. 91
  20. Benjamin F. King, 1966, Market and Industry Factors in Stock Price Behavior,, Journal of Business, 39, 139, 10.1086/294847 · DOI · Paper page
  21. 10.2307/1924119 · DOI
  22. Fredrich A. Lutz, 1940, The Structure of Interest Rates,, Quarterly Journal of Economics, 40
  23. Benoit Mandelbrot, 1966, Forecasts of Future Prices, Unbiased Markets, and Martingale Models,, Journal of Business, 39, 242, 10.1086/294850 · DOI
  24. 10.1086/294632 · DOI · Paper page
  25. 10.1287/opre.15.6.1057 · DOI
  26. Harry Markowitz, 1959, Portfolio Selection: Efficient Diversification of Investment
  27. ArnoldMoore. “A Statistical Analysis of Common Stock Prices”.Unpublished Ph.D. thesis Graduate School of Business University of Chicago 1962.
  28. Victor Niederhoffer, 1966, Market Making and Reversal on the Stock Exchange, Journal of the American Statistical Association, 61, 897, 10.1080/01621459.1966.10482183 · DOI
  29. 10.1287/opre.7.2.145 · DOI
  30. 10.1287/opre.10.3.345 · DOI
  31. 10.1086/294980 · DOI · Paper page
  32. Harry V. Roberts, 1959, Stock Market ‘Patterns’ and Financial Analysis: Methodological Suggestions., Journal of Finance, 14, 1
  33. RichardRoll. “The Efficient Market Model Applied to U.S. Treasury Bill Rates.”Unpublished Ph.D. thesis Graduate School of Business University of Chicago 1968.
  34. Paul A. Samuelson, 1965, Proof That Properly Anticipated Prices Fluctuate Randomly., Industrial Management Review, 6, 41
  35. MyronScholes. “A Test of the Competitive Hypothesis: The Market for New Issues and Secondary Offerings.”Unpublished PH.D. thesis Graduate School of Business University of Chicago 1969.
  36. 10.1111/j.1540-6261.1965.tb02906.x · DOI
  37. 10.2307/2296205 · DOI
  38. Jack L. Treynor, 1965, How to Rate Management of Investment Funds., Harvard Business Review, 43, 63
  39. Holbrook Working, 1934, A Random Difference Series for Use in the Analysis of Time Series., Journal of the American Statistical Association, 29, 11, 10.1080/01621459.1934.10502683 · DOI

Cited by

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Metadata

Authors
Malkiel, B. G., & Fama, E. F.
Venue
The Journal of Finance
Publisher
Wiley
Published
1970-05
Volume
25
Issue
2
Pages
383-417
ISSN
  • 0022-1082 (ISSN-L)
  • 1540-6261
DOI
10.1111/j.1540-6261.1970.tb00518.x
OpenAlex
W2131773668
Cited by
15,699
References
3
FWCI
133.55
Type
journal article
Language
en
Open access
closed
Licence
onlinelibrary.wiley.com/termsAndConditions#vor (vor, 15340 d)

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CoChat. (2026). Citation check: EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*. https://app.cochat.ai/papers/10.1111/j.1540-6261.1970.tb00518.x
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Malkiel, B. G., & Fama, E. F. (1970). EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*. The Journal of Finance. https://doi.org/10.1111/j.1540-6261.1970.tb00518.x

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.